Unable to copy images

Hi All:
I am running Windows XP. I believe my MS Office is “97 – 2002” My problem is that when I copy or save as any image from the Internet to paste in a document, it does not show. If I click on where I think the image is on the doc. It shows the place holders, but not the image. Instead, I get a message that reads:
click ctrl + the image to go to the link.
What can I do to remedy this matter?

Thanks for any input.